+55.1%
BITO vs REPL
+97.7%
-42.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.6% |
| 7D | -9.2% | +1.2% | -10.5% | -9.2% |
| 30D | -15.9% | +92.2% | -108.1% | -16.4% |
| 3M | +7.3% | +44.1% | -36.8% | +6.9% |
| 6M | -15.2% | +313.0% | -328.2% | -17.0% |
| YTD | -23.8% | +125.2% | -149.0% | -25.7% |
| 1Y | -32.2% | +143.8% | -175.9% | -34.0% |
| 3Y | +55.1% | +104.2% | -49.1% | +44.5% |
| All | +55.1% | +97.7% | -42.7% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling